+2,926.4%
V vs WFC
+362.0%
+2,564.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | -1.7% | +3.8% | -5.5% | -2.9% |
| 30D | +2.0% | +1.5% | +0.5% | +1.4% |
| 3M | +17.4% | +10.9% | +6.5% | +13.2% |
| 6M | +17.5% | +8.4% | +9.1% | +13.7% |
| YTD | +7.6% | -1.9% | +9.5% | +7.4% |
| 1Y | +7.7% | +12.3% | -4.6% | +2.5% |
| 3Y | +54.7% | +132.3% | -77.7% | +12.8% |
| 5Y | +73.0% | +130.1% | -57.0% | +24.6% |
| 10Y | +390.9% | +134.4% | +256.5% | +229.3% |
| All | +2,926.4% | +362.0% | +2,564.4% | +1,411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling